The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AARONS INC COM PAR $0.50 002535300 30,195 491,690 SH   SOLE   491,046 0 644
ABBOTT LABS COM 002824100 240 2,850 SH   SOLE   0 0 2,850
ABBVIE INC COM 00287Y109 1,889 25,975 SH   SOLE   0 0 25,975
ACADIA HEALTHCARE COMPANY IN COM 00404A109 17,938 513,238 SH   SOLE   512,587 0 651
ACI WORLDWIDE INC COM 004498101 36,866 1,073,571 SH   SOLE   1,072,214 0 1,357
ACTIVISION BLIZZARD INC COM 00507V109 439 9,310 SH   SOLE   0 0 9,310
ADOBE INC COM 00724F101 1,517 5,150 SH   SOLE   250 0 4,900
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903bd8 5,928 1,530,000 PRN   SOLE   1,530,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800ab1 4,260 2,380,000 PRN   SOLE   2,380,000 0 0
AFLAC INC COM 001055102 592 10,800 SH   SOLE   0 0 10,800
AIR PRODS & CHEMS INC COM 009158106 876 3,870 SH   SOLE   0 0 3,870
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922rab1 1,019 1,000,000 PRN   SOLE   1,000,000 0 0
AK STL CORP NOTE 5.000%11/1 001546ap5 4,369 4,348,000 PRN   SOLE   3,434,000 0 914,000
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971taj0 3,477 3,250,000 PRN   SOLE   3,250,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339aa3 3,736 4,000,000 PRN   SOLE   4,000,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,365 8,055 SH   SOLE   15 0 8,040
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741rag7 4,902 2,610,000 PRN   SOLE   2,610,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 649 5,873 SH   SOLE   5,545 0 328
ALLERGAN PLC SHS G0177J108 1,221 7,292 SH   SOLE   4,600 0 2,692
ALLETE INC COM NEW 018522300 832 10,000 SH   SOLE   0 0 10,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988pad0 10,479 10,455,000 PRN   SOLE   9,233,000 0 1,222,000
ALPHABET INC CAP STK CL C 02079K107 8,694 8,043 SH   SOLE   932 0 7,111
ALPHABET INC CAP STK CL A 02079K305 1,292 1,193 SH   SOLE   12 0 1,181
ALTAIR ENGR INC COM CL A 021369103 10,750 266,163 SH   SOLE   265,825 0 338
ALTAIR ENGR INC NOTE 0.250% 6/0 021369aa1 2,170 2,000,000 PRN   SOLE   2,000,000 0 0
ALTRIA GROUP INC COM 02209S103 3,081 65,062 SH   SOLE   339 0 64,723
AMAZON COM INC COM 023135106 19,484 10,289 SH   SOLE   1,323 0 8,966
AMERICAN AIRLS GROUP INC COM 02376R102 686 21,050 SH   SOLE   21,050 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 1,600 30,000 SH   SOLE   30,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 344 1,683 SH   SOLE   0 0 1,683
AMERISAFE INC COM 03071H100 20,116 315,448 SH   SOLE   314,978 0 470
AMETEK INC NEW COM 031100100 12,186 134,149 SH   SOLE   21,481 0 112,668
AMPHENOL CORP NEW CL A 032095101 23,286 242,719 SH   SOLE   17,855 0 224,864
ANCHIANO THERAPEUTICS LTD SPONSORED ADS 03280X102 1,656 369,640 SH   SOLE   369,640 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182caa1 992 816,000 PRN   SOLE   440,000 0 376,000
ANTHEM INC NOTE 2.750%10/1 94973vbg1 3,061 782,000 PRN   SOLE   782,000 0 0
APPLE INC COM 037833100 27,090 136,873 SH   SOLE   4,439 0 132,434
APPLIED INDL TECHNOLOGIES IN COM 03820C105 32,488 527,997 SH   SOLE   527,326 0 671
APTIV PLC SHS G6095L109 254 3,140 SH   SOLE   0 0 3,140
ARES CAP CORP COM 04010L103 4,941 275,392 SH   SOLE   22,500 0 252,892
ARES CAP CORP NOTE 3.750% 2/0 04010lat0 7,536 7,416,000 PRN   SOLE   5,488,000 0 1,928,000
ARK ETF TR INNOVATION ETF 00214Q104 926 19,300 SH   SOLE   0 0 19,300
ARK ETF TR WEB X.O ETF 00214Q401 978 18,800 SH   SOLE   0 0 18,800
ASSURANT INC 6.50% CONV PFD D 04621x207 2,544 22,721 SH   SOLE   22,721 0 0
AT&T INC COM 00206R102 3,512 104,796 SH   SOLE   0 0 104,796
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164bh8 6,940 7,000,000 PRN   SOLE   5,977,000 0 1,023,000
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164bj4 2,979 2,900,000 PRN   SOLE   2,900,000 0 0
B & G FOODS INC NEW COM 05508R106 1,253 60,250 SH   SOLE   0 0 60,250
BANK AMER CORP COM 060505104 961 33,150 SH   SOLE   27,150 0 6,000
BANK AMER CORP 7.25%CNV PFD L 060505682 19,516 14,194 SH   SOLE   7,198 0 6,996
BARNES GROUP INC COM 067806109 24,032 426,558 SH   SOLE   426,027 0 531
BECTON DICKINSON & CO COM 075887109 11,428 45,347 SH   SOLE   5,299 0 40,048
BECTON DICKINSON & CO PFD SHS CONV A 075887208 10,702 172,145 SH   SOLE   172,145 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,898 32,360 SH   SOLE   75 0 32,285
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061gaf8 4,189 3,721,000 PRN   SOLE   3,721,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061gah4 2,082 2,000,000 PRN   SOLE   2,000,000 0 0
BIOTELEMETRY INC COM 090672106 13,793 286,452 SH   SOLE   286,095 0 357
BLACK KNIGHT INC COM 09215C105 4,505 74,893 SH   SOLE   268 0 74,625
BLACKBAUD INC COM 09227Q100 16,258 194,709 SH   SOLE   194,461 0 248
BLACKLINE INC COM 09239B109 17,782 332,307 SH   SOLE   331,884 0 423
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238qad5 1,515 1,500,000 PRN   SOLE   1,500,000 0 0
BOEING CO COM 097023105 328 900 SH   SOLE   900 0 0
BRUKER CORP COM 116794108 33,524 671,153 SH   SOLE   670,304 0 849
BUCKLE INC COM 118440106 11,182 645,981 SH   SOLE   645,166 0 815
BURLINGTON STORES INC COM 122017106 19,003 111,685 SH   SOLE   89,242 0 22,443
CABOT OIL & GAS CORP COM 127097103 214 9,335 SH   SOLE   0 0 9,335
CAESARS ENTMT CORP NOTE 5.000%10/0 127686aa1 9,081 5,290,000 PRN   SOLE   5,290,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126ab5 4,514 4,615,000 PRN   SOLE   3,503,000 0 1,112,000
CARBONITE INC NOTE 2.500% 4/0 141337ab1 2,410 2,000,000 PRN   SOLE   2,000,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161hag3 2,496 2,575,000 PRN   SOLE   2,025,000 0 550,000
CARRIZO OIL & GAS INC COM 144577103 11,351 1,132,847 SH   SOLE   1,132,036 0 811
CBS CORP NEW CL B 124857202 2,810 56,315 SH   SOLE   0 0 56,315
CEMEX SAB DE CV NOTE 3.720% 3/1 151290bt9 6,482 6,492,000 PRN   SOLE   4,751,000 0 1,741,000
CENTENE CORP DEL COM 15135B101 18,464 352,089 SH   SOLE   59,475 0 292,614
CENTERPOINT ENERGY INC COM 15189T107 958 33,450 SH   SOLE   0 0 33,450
CHARLES RIV LABS INTL INC COM 159864107 494 3,484 SH   SOLE   3,484 0 0
CHEESECAKE FACTORY INC COM 163072101 10,297 235,526 SH   SOLE   235,227 0 299
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411rag4 1,409 1,795,000 PRN   SOLE   1,795,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167cy1 2,425 3,018,000 PRN   SOLE   3,018,000 0 0
CHEVRON CORP NEW COM 166764100 8,416 67,627 SH   SOLE   19 0 67,608
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949nac3 3,246 3,000,000 PRN   SOLE   3,000,000 0 0
CITIGROUP INC COM NEW 172967424 839 11,985 SH   SOLE   0 0 11,985
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899aa9 7,014 4,871,000 PRN   SOLE   4,871,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464ab6 3,234 3,636,000 PRN   SOLE   2,847,000 0 789,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464ac4 209 330,000 PRN   SOLE   330,000 0 0
COLONY CAP INC NOTE 5.000% 4/1 19624raa4 6,354 6,619,000 PRN   SOLE   6,119,000 0 500,000
COLONY CAP INC NOTE 3.875% 1/1 19624rab2 6,290 6,452,000 PRN   SOLE   4,732,000 0 1,720,000
COLONY CAP INC NEW CL A COM 19626G108 233 46,691 SH   SOLE   16,742 0 29,949
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625xab8 970 794,000 PRN   SOLE   794,000 0 0
COMCAST CORP NEW CL A 20030N101 1,659 39,250 SH   SOLE   0 0 39,250
COMMERCIAL METALS CO COM 201723103 13,813 773,829 SH   SOLE   772,846 0 983
COMPASS MINERALS INTL INC COM 20451N101 17,258 314,070 SH   SOLE   313,661 0 409
CONOCOPHILLIPS COM 20825C104 1,142 18,725 SH   SOLE   0 0 18,725
CONSOLIDATED EDISON INC COM 209115104 658 7,500 SH   SOLE   0 0 7,500
CONSTELLATION BRANDS INC CL A 21036P108 5,230 26,558 SH   SOLE   3,366 0 23,192
CORELOGIC INC COM 21871D103 26,172 625,683 SH   SOLE   624,887 0 796
CORESITE RLTY CORP COM 21870Q105 15,780 137,019 SH   SOLE   136,851 0 168
CORNERSTONE ONDEMAND INC COM 21925Y103 27,728 478,639 SH   SOLE   478,032 0 607
COTT CORP QUE COM 22163N106 16,215 1,214,604 SH   SOLE   842,178 0 372,426
COUSINS PPTYS INC COM NEW 222795502 28,696 793,357 SH   SOLE   792,342 0 1,015
CRACKER BARREL OLD CTRY STOR COM 22410J106 12,789 74,910 SH   SOLE   74,818 0 92
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 3,247 2,708 SH   SOLE   2,708 0 0
CSG SYS INTL INC COM 126349109 14,549 297,960 SH   SOLE   297,600 0 360
CSG SYS INTL INC NOTE 4.250% 3/1 126349af6 5,960 5,394,000 PRN   SOLE   4,459,000 0 935,000
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943faf7 3,731 3,780,000 PRN   SOLE   2,657,000 0 1,123,000
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943fam2 3,996 4,013,000 PRN   SOLE   3,500,000 0 513,000
CULLEN FROST BANKERS INC COM 229899109 22,588 241,170 SH   SOLE   240,805 0 365
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806am1 1,480 883,000 PRN   SOLE   883,000 0 0
DANAHER CORPORATION COM 235851102 30,990 216,837 SH   SOLE   21,509 0 195,328
DANAHER CORPORATION 4.75 MND CV PFD 235851300 4,901 4,450 SH   SOLE   4,450 0 0
DECKERS OUTDOOR CORP COM 243537107 20,663 117,425 SH   SOLE   117,278 0 147
DERMIRA INC NOTE 3.000% 5/1 24983lab0 4,674 5,392,000 PRN   SOLE   5,392,000 0 0
DEXCOM INC NOTE 0.750% 5/1 252131af4 3,299 2,067,000 PRN   SOLE   2,067,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 213 1,235 SH   SOLE   0 0 1,235
DISH NETWORK CORP NOTE 3.375% 8/1 25470mab5 7,554 7,765,000 PRN   SOLE   7,765,000 0 0
DISNEY WALT CO COM DISNEY 254687106 11,020 78,919 SH   SOLE   10,008 0 68,911
DOMINION ENERGY INC COM 25746U109 205 2,645 SH   SOLE   0 0 2,645
DOMINOS PIZZA INC COM 25754A201 3,124 11,225 SH   SOLE   0 0 11,225
DYCOM INDS INC NOTE 0.750% 9/1 267475ab7 12,617 12,841,000 PRN   SOLE   10,994,000 0 1,847,000
EASTERLY GOVT PPTYS INC COM 27616P103 4,458 246,187 SH   SOLE   245,875 0 312
EASTGROUP PPTY INC COM 277276101 25,837 222,773 SH   SOLE   222,487 0 286
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875taa9 8,744 8,820,000 PRN   SOLE   7,374,000 0 1,446,000
ELECTRONIC ARTS INC COM 285512109 1,094 10,800 SH   SOLE   0 0 10,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082ac6 6,512 6,545,000 PRN   SOLE   4,706,000 0 1,839,000
ELEMENT SOLUTIONS INC COM 28618M106 358 34,600 SH   SOLE   0 0 34,600
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 6,291 6,265,000 PRN   SOLE   6,265,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554ah5 5,278 5,527,000 PRN   SOLE   4,423,000 0 1,104,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554ak8 1,009 1,000,000 PRN   SOLE   1,000,000 0 0
ENDOLOGIX INC COM NEW 29266S304 4,027 556,262 SH   SOLE   555,831 0 431
ENTERPRISE PRODS PARTNERS L COM 293792107 2,319 80,330 SH   SOLE   0 0 80,330
EPR PPTYS CONV PFD 9% SR E 26884U307 2,995 79,400 SH   SOLE   0 0 79,400
ETSY INC NOTE 3/0 29786aac0 6,058 3,352,000 PRN   SOLE   3,352,000 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050bab7 4,667 5,304,000 PRN   SOLE   4,622,000 0 682,000
EVOLUS INC COM 30052C107 537 36,700 SH   SOLE   36,700 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063paa3 7,557 4,375,000 PRN   SOLE   4,375,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063pab1 5,936 4,700,000 PRN   SOLE   4,700,000 0 0
EXXON MOBIL CORP COM 30231G102 2,169 28,301 SH   SOLE   0 0 28,301
EZCORP INC NOTE 2.375% 5/0 302301ae6 450 500,000 PRN   SOLE   500,000 0 0
EZCORP INC NOTE 2.875% 7/0 302301af3 1,367 1,200,000 PRN   SOLE   1,200,000 0 0
FACEBOOK INC CL A 30303M102 5,272 27,318 SH   SOLE   293 0 27,025
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,840 120,100 SH   SOLE   0 0 120,100
FIREEYE INC COM 31816Q101 193 13,000 SH   SOLE   13,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816qab7 4,488 4,581,000 PRN   SOLE   3,087,000 0 1,494,000
FIREEYE INC NOTE 1.625% 6/0 31816qad3 2,068 2,200,000 PRN   SOLE   2,200,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816qaf8 5,715 5,843,000 PRN   SOLE   5,843,000 0 0
FISERV INC COM 337738108 10,202 111,918 SH   SOLE   24,296 0 87,622
FIVE9 INC NOTE 0.125% 5/0 338307ab7 2,775 2,000,000 PRN   SOLE   2,000,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938jab2 4,412 5,050,000 PRN   SOLE   5,050,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232ab7 3,208 3,200,000 PRN   SOLE   3,065,000 0 135,000
FORTIVE CORP COM 34959J108 15,794 193,748 SH   SOLE   26,593 0 167,155
FORTIVE CORP 5% PFD CNV SER A 34959J207 3,010 2,933 SH   SOLE   2,933 0 0
FRANCO NEVADA CORP COM 351858105 13,142 154,826 SH   SOLE   15,862 0 138,964
FULTON FINL CORP PA COM 360271100 22,376 1,366,900 SH   SOLE   1,365,184 0 1,716
GDS HLDGS LTD NOTE 2.000% 6/0 36165lab4 3,476 3,500,000 PRN   SOLE   3,500,000 0 0
GENESEE & WYO INC CL A 371559105 50,984 509,841 SH   SOLE   346,897 0 162,944
G-III APPAREL GROUP LTD COM 36237H101 18,126 616,121 SH   SOLE   615,334 0 787
GILEAD SCIENCES INC COM 375558103 247 3,650 SH   SOLE   0 0 3,650
GOLAR LNG LTD NOTE 2.750% 2/1 38046yab7 2,795 3,000,000 PRN   SOLE   3,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 336 1,640 SH   SOLE   0 0 1,640
GREENBRIER COS INC NOTE 2.875% 2/0 393657ak7 8,180 8,510,000 PRN   SOLE   8,510,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 25,442 310,684 SH   SOLE   310,267 0 417
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171vaa8 6,579 5,880,000 PRN   SOLE   5,880,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,842 51,000 SH   SOLE   0 0 51,000
HEALTHCARE SVCS GRP INC COM 421906108 22,958 757,201 SH   SOLE   756,307 0 894
HEICO CORP NEW CL A 422806208 41,626 402,694 SH   SOLE   914 0 401,780
HERBALIFE LTD NOTE 2.000% 8/1 42703mab9 4,523 4,392,000 PRN   SOLE   3,552,000 0 840,000
HERBALIFE LTD NOTE 2.625% 3/1 42703mad5 1,942 2,000,000 PRN   SOLE   2,000,000 0 0
HERCULES CAPITAL INC COM 427096508 578 45,100 SH   SOLE   45,100 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096af9 6,432 6,420,000 PRN   SOLE   5,230,000 0 1,190,000
HERON THERAPEUTICS INC COM 427746102 9,433 507,421 SH   SOLE   506,804 0 617
HMS HLDGS CORP COM 40425J101 36,201 1,117,654 SH   SOLE   1,116,234 0 1,420
HOME DEPOT INC COM 437076102 1,466 7,049 SH   SOLE   1,417 0 5,632
HONEYWELL INTL INC COM 438516106 4,667 26,734 SH   SOLE   14 0 26,720
HORACE MANN EDUCATORS CORP N COM 440327104 14,642 363,406 SH   SOLE   362,943 0 463
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052tab7 6,212 5,603,000 PRN   SOLE   5,603,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573ab6 5,422 2,920,000 PRN   SOLE   2,920,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,972 142,712 SH   SOLE   17,800 0 124,912
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462ab8 7,418 7,475,000 PRN   SOLE   5,680,000 0 1,795,000
IAC INTERACTIVECORP COM 44919P508 23,211 106,702 SH   SOLE   6,432 0 100,270
IBERIABANK CORP COM 450828108 23,133 304,990 SH   SOLE   304,614 0 376
ICON PLC SHS G4705A100 34,022 220,962 SH   SOLE   220,680 0 282
IDACORP INC COM 451107106 43,884 436,965 SH   SOLE   396,877 0 40,088
II VI INC NOTE 0.250% 9/0 902104ab4 1,584 1,500,000 PRN   SOLE   1,500,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327ah2 3,270 2,115,000 PRN   SOLE   2,115,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337can2 1,795 1,071,000 PRN   SOLE   1,071,000 0 0
INFINERA CORPORATION COM 45667G103 371 127,500 SH   SOLE   127,500 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667gac7 1,157 1,700,000 PRN   SOLE   1,700,000 0 0
INGEVITY CORP COM 45688C107 40,478 384,881 SH   SOLE   341,037 0 43,844
INOGEN INC COM 45780L104 200 3,000 SH   SOLE   3,000 0 0
INPHI CORP NOTE 1.125%12/0 45772fab3 4,466 3,330,000 PRN   SOLE   3,254,000 0 76,000
INPHI CORP NOTE 0.750% 9/0 45772fac1 5,975 5,365,000 PRN   SOLE   4,035,000 0 1,330,000
INSMED INC NOTE 1.750% 1/1 457669aa7 3,454 3,550,000 PRN   SOLE   3,550,000 0 0
INSULET CORP NOTE 1.375%11/1 45784pah4 3,412 2,400,000 PRN   SOLE   2,400,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 13,965 162,495 SH   SOLE   706 0 161,789
INTERDIGITAL INC NOTE 1.500% 3/0 458660ad9 2,616 2,520,000 PRN   SOLE   1,970,000 0 550,000
INTERNATIONAL BUSINESS MACHS COM 459200101 437 3,172 SH   SOLE   0 0 3,172
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 232 1,600 SH   SOLE   1,600 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 2,937 54,500 SH   SOLE   54,500 0 0
INTRICON CORP COM 46121H109 8,224 352,043 SH   SOLE   351,600 0 443
INTUIT COM 461202103 844 3,230 SH   SOLE   1,101 0 2,129
ISHARES TR RUSSELL 2000 ETF 464287655 22,769 162,500 SH Put SOLE   162,500 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337aj3 4,593 3,871,000 PRN   SOLE   3,871,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123vac6 2,788 2,000,000 PRN   SOLE   2,000,000 0 0
JACOBS ENGR GROUP INC COM 469814107 261 3,090 SH   SOLE   0 0 3,090
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145ab7 14,118 13,799,000 PRN   SOLE   12,010,000 0 1,789,000
JD COM INC SPON ADR CL A 47215P106 321 10,595 SH   SOLE   0 0 10,595
JOHNSON & JOHNSON COM 478160104 11,587 83,191 SH   SOLE   398 0 82,793
JPMORGAN CHASE & CO COM 46625H100 20,914 187,070 SH   SOLE   22,058 0 165,012
K12 INC COM 48273u102 24,917 819,357 SH   SOLE   818,337 0 1,020
KAMAN CORP NOTE 3.250% 5/0 483548af0 1,166 1,000,000 PRN   SOLE   1,000,000 0 0
KB HOME COM 48666K109 415 16,145 SH   SOLE   290 0 15,855
KKR & CO INC CL A 48251W104 3,102 122,758 SH   SOLE   0 0 122,758
KNOWLES CORP NOTE 3.250%11/0 49926dab5 2,393 2,000,000 PRN   SOLE   2,000,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603baa5 2,541 1,219,000 PRN   SOLE   1,219,000 0 0
LENNAR CORP CL A 526057104 565 11,657 SH   SOLE   4,140 0 7,517
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220kaf5 7,655 8,875,000 PRN   SOLE   8,875,000 0 0
LITTELFUSE INC COM 537008104 35,810 202,420 SH   SOLE   151,840 0 50,580
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034aq2 3,125 2,635,000 PRN   SOLE   2,635,000 0 0
LKQ CORP COM 501889208 24,312 913,626 SH   SOLE   912,470 0 1,156
LUMENTUM HLDGS INC COM 55024u109 427 8,000 SH   SOLE   8,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024uab5 5,827 5,001,000 PRN   SOLE   5,001,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,735 42,800 SH   SOLE   12,000 0 30,800
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608baa3 5,562 5,563,000 PRN   SOLE   3,430,000 0 2,133,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608bab1 4,607 5,175,000 PRN   SOLE   5,175,000 0 0
MARATHON PETE CORP COM 56585A102 7,495 134,135 SH   SOLE   40 0 134,095
MARTIN MARIETTA MATLS INC COM 573284106 524 2,275 SH   SOLE   0 0 2,275
MASCO CORP COM 574599106 392 10,000 SH   SOLE   0 0 10,000
MCDONALDS CORP COM 580135101 5,320 25,621 SH   SOLE   0 0 25,621
MEDICINES CO NOTE 2.500% 1/1 584688ae5 1,633 1,350,000 PRN   SOLE   1,350,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688ag0 2,997 3,000,000 PRN   SOLE   3,000,000 0 0
MEDNAX INC COM 58502B106 18,765 743,757 SH   SOLE   743,207 0 550
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017ad6 10,813 6,166,000 PRN   SOLE   6,166,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017af1 10,934 9,250,000 PRN   SOLE   9,250,000 0 0
MICRON TECHNOLOGY INC COM 595112103 424 11,000 SH   SOLE   11,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112av5 3,171 900,000 PRN   SOLE   900,000 0 0
MICROSOFT CORP COM 594918104 7,054 52,660 SH   SOLE   4,153 0 48,507
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855rac4 4,238 1,210,000 PRN   SOLE   1,210,000 0 0
MONDELEZ INTL INC CL A 609207105 5,499 102,018 SH   SOLE   521 0 101,497
MONMOUTH REAL ESTATE INVT CO CL A 609720107 4,913 362,555 SH   SOLE   895 0 361,660
MONRO INC COM 610236101 12,307 144,278 SH   SOLE   144,093 0 185
MSA SAFETY INC COM 553498106 12,764 121,114 SH   SOLE   120,974 0 140
MUELLER INDS INC COM 624756102 22,326 762,776 SH   SOLE   761,823 0 953
NANTHEALTH INC COM 630104107 22 41,000 SH   SOLE   41,000 0 0
NATIONAL INSTRS CORP COM 636518102 17,330 412,712 SH   SOLE   412,181 0 531
NAVIENT CORPORATION COM 63938C108 917 67,200 SH   SOLE   0 0 67,200
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125cad1 2,112 1,600,000 PRN   SOLE   1,600,000 0 0
NEVRO CORP NOTE 1.750% 6/0 64157faa1 6,248 5,994,000 PRN   SOLE   5,498,000 0 496,000
NEW MTN FIN CORP COM 647551100 12,783 915,033 SH   SOLE   94,443 0 820,590
NEW MTN FIN CORP NOTE 5.750% 8/1 647551ac4 3,090 3,000,000 PRN   SOLE   3,000,000 0 0
NEW RELIC INC COM 64829B100 221 2,550 SH   SOLE   2,550 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829bab6 1,332 1,250,000 PRN   SOLE   1,250,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 200 20,000 SH   SOLE   20,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944p307 2,213 46,366 SH   SOLE   46,366 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604ad7 1,506 1,500,000 PRN   SOLE   1,500,000 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718ae8 2,234 2,000,000 PRN   SOLE   2,000,000 0 0
NEXTERA ENERGY INC COM 65339F101 7,985 38,980 SH   SOLE   0 0 38,980
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 536 8,203 SH   SOLE   8,203 0 0
NIC INC COM 62914b100 12,478 777,922 SH   SOLE   776,942 0 980
NIKE INC CL B 654106103 3,306 39,375 SH   SOLE   2,600 0 36,775
NORTHERN TR CORP COM 665859104 1,260 14,000 SH   SOLE   0 0 14,000
NORTHROP GRUMMAN CORP COM 666807102 3,863 11,955 SH   SOLE   0 0 11,955
NOVELLUS SYS INC NOTE 2.625% 5/1 670008ad3 5,799 1,000,000 PRN   SOLE   1,000,000 0 0
NOVO-NORDISK A S ADR 670100205 4,623 90,575 SH   SOLE   0 0 90,575
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020yag5 3,958 3,973,000 PRN   SOLE   2,771,000 0 1,202,000
NUTANIX INC NOTE 1/1 67059nab4 4,612 4,947,000 PRN   SOLE   4,947,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704ag0 1,134 1,000,000 PRN   SOLE   1,000,000 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952qab6 6,221 5,883,000 PRN   SOLE   5,067,000 0 816,000
NXP SEMICONDUCTORS N V COM N6596X109 451 4,620 SH   SOLE   0 0 4,620
NXP SEMICONDUCTORS N V COM N6596X109 5,857 60,000 SH Call SOLE   60,000 0 0
OIL STS INTL INC COM 678026105 20,212 1,104,458 SH   SOLE   1,103,669 0 789
OIL STS INTL INC NOTE 1.500% 2/1 678026ah8 2,675 3,000,000 PRN   SOLE   3,000,000 0 0
OKTA INC NOTE 0.250% 2/1 679295ab1 1,300 500,000 PRN   SOLE   500,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 16,876 113,063 SH   SOLE   112,909 0 154
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189ak1 3,935 3,214,000 PRN   SOLE   3,214,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189ap0 1,219 1,000,000 PRN   SOLE   1,000,000 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044ad7 2,965 2,500,000 PRN   SOLE   2,500,000 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127ad2 7,826 7,607,000 PRN   SOLE   6,458,000 0 1,149,000
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 22 19,010 SH   SOLE   0 0 19,010
PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374ab0 2,643 3,750,000 PRN   SOLE   3,750,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343ab9 3,637 4,000,000 PRN   SOLE   4,000,000 0 0
PAYLOCITY HLDG CORP COM 70438V106 5,143 54,815 SH   SOLE   54,749 0 66
PAYPAL HLDGS INC COM 70450Y103 611 5,339 SH   SOLE   4,339 0 1,000
PDC ENERGY INC NOTE 1.125% 9/1 69327rad3 3,549 3,789,000 PRN   SOLE   2,993,000 0 796,000
PEPSICO INC COM 713448108 475 3,626 SH   SOLE   146 0 3,480
PERFORMANCE FOOD GROUP CO COM 71377A103 21,494 536,940 SH   SOLE   536,259 0 681
PFIZER INC COM 717081103 901 20,802 SH   SOLE   0 0 20,802
PHILIP MORRIS INTL INC COM 718172109 3,826 48,714 SH   SOLE   33 0 48,681
PIVOTAL SOFTWARE INC COM CL A 72582H107 354 33,500 SH   SOLE   33,500 0 0
PLANTRONICS INC NEW COM 727493108 5,969 161,151 SH   SOLE   160,939 0 212
POLYONE CORP COM 73179P106 26,596 847,265 SH   SOLE   846,180 0 1,085
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640qab1 9,222 9,351,000 PRN   SOLE   7,808,000 0 1,543,000
PRA GROUP INC NOTE 3.500% 6/0 69354nab2 3,541 3,775,000 PRN   SOLE   3,775,000 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 12,054 380,502 SH   SOLE   379,990 0 512
PRICELINE GRP INC NOTE 0.350% 6/1 741503as5 7,136 4,967,000 PRN   SOLE   4,967,000 0 0
PROCTER AND GAMBLE CO COM 742718109 1,293 11,791 SH   SOLE   168 0 11,623
PROS HOLDINGS INC NOTE 2.000%12/0 74346yab9 2,226 1,200,000 PRN   SOLE   1,200,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 22,883 346,457 SH   SOLE   346,027 0 430
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 218 3,700 SH   SOLE   0 0 3,700
PURE STORAGE INC NOTE 0.125% 4/1 74624mab8 6,489 6,775,000 PRN   SOLE   6,775,000 0 0
PVH CORP COM 693656100 668 7,056 SH   SOLE   6,661 0 395
QUAKER CHEM CORP COM 747316107 24,961 123,034 SH   SOLE   106,771 0 16,263
QUALCOMM INC COM 747525103 4,172 54,850 SH   SOLE   0 0 54,850
RADIUS HEALTH INC NOTE 3.000% 9/0 750469aa6 4,515 5,000,000 PRN   SOLE   5,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917ag1 3,734 3,811,000 PRN   SOLE   3,811,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 37,444 442,859 SH   SOLE   294,292 0 148,567
RAYTHEON CO COM NEW 755111507 1,784 10,260 SH   SOLE   0 0 10,260
REALPAGE INC COM 75606N109 24,274 412,467 SH   SOLE   371,538 0 40,929
REALPAGE INC NOTE 1.500%11/1 75606nab5 3,854 2,556,000 PRN   SOLE   2,556,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737faa6 3,191 3,420,000 PRN   SOLE   3,420,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075ac9 1,950 2,000,000 PRN   SOLE   2,000,000 0 0
RENASANT CORP COM 75970E107 31,454 875,168 SH   SOLE   874,040 0 1,128
REPLIGEN CORP COM 759916109 36,253 421,791 SH   SOLE   421,208 0 583
RESOURCES CONNECTION INC COM 76122q105 19,605 1,224,541 SH   SOLE   1,222,981 0 1,560
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283ac4 3,717 3,171,000 PRN   SOLE   2,618,000 0 553,000
RETROPHIN INC COM 761299106 231 11,502 SH   SOLE   11,502 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299ab2 1,525 1,700,000 PRN   SOLE   1,700,000 0 0
RINGCENTRAL INC NOTE 3/1 76680rad9 2,027 1,350,000 PRN   SOLE   1,350,000 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 20,650 621,608 SH   SOLE   620,819 0 789
RLI CORP COM 749607107 27,324 318,792 SH   SOLE   269,862 0 48,930
RLJ LODGING TR COM 74965L101 20,922 1,179,372 SH   SOLE   1,177,858 0 1,514
ROPER TECHNOLOGIES INC COM 776696106 5,972 16,306 SH   SOLE   4,853 0 11,453
ROVI CORP NOTE 0.500% 3/0 779376ad4 4,920 5,045,000 PRN   SOLE   3,581,000 0 1,464,000
RTI INTL METALS INC NOTE 1.625%10/1 74973wab3 5,072 5,006,000 PRN   SOLE   3,597,000 0 1,409,000
RUDOLPH TECHNOLOGIES INC COM 781270103 11,601 419,868 SH   SOLE   419,344 0 524
RWT HLDGS INC NOTE 5.625%11/1 749772ab5 2,365 2,349,000 PRN   SOLE   1,257,000 0 1,092,000
SALESFORCE COM INC COM 79466L302 410 2,700 SH   SOLE   2,700 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607ab6 5,751 2,585,000 PRN   SOLE   2,585,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170yab5 247 250,000 PRN   SOLE   0 0 250,000
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904am3 5,052 5,140,000 PRN   SOLE   4,120,000 0 1,020,000
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904an1 8,196 8,641,000 PRN   SOLE   8,641,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 2,018 17,840 SH   SOLE   17,840 0 0
SEMTECH CORP COM 816850101 25,987 540,842 SH   SOLE   540,167 0 675
SENSIENT TECHNOLOGIES CORP COM 81725T100 13,283 180,764 SH   SOLE   180,543 0 221
SERVICE CORP INTL COM 817565104 3,645 77,927 SH   SOLE   530 0 77,397
SERVICENOW INC NOTE 6/0 81762pac6 9,772 4,737,000 PRN   SOLE   4,737,000 0 0
SHERWIN WILLIAMS CO COM 824348106 1,833 4,000 SH   SOLE   0 0 4,000
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 g81075af3 3,038 3,000,000 PRN   SOLE   3,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919ab8 4,659 3,750,000 PRN   SOLE   3,750,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823lac0 2,849 2,832,000 PRN   SOLE   2,351,000 0 481,000
SIRIUS XM HLDGS INC COM 82968B103 123 22,000 SH   SOLE   22,000 0 0
SLM CORP COM 78442P106 789 81,200 SH   SOLE   0 0 81,200
SM ENERGY CO COM 78454L100 13,337 1,065,280 SH   SOLE   1,064,498 0 782
SOUTHWEST AIRLS CO COM 844741108 838 16,500 SH   SOLE   16,500 0 0
SPARTANNASH CO COM 847215100 6,726 576,382 SH   SOLE   575,971 0 411
SPDR S&P 500 ETF TR TR UNIT 78462F103 293 1,000 SH   SOLE   0 0 1,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860wab8 7,630 7,463,000 PRN   SOLE   5,539,000 0 1,924,000
SQUARE INC NOTE 0.500% 5/1 852234ad5 9,829 8,230,000 PRN   SOLE   8,230,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,767 117,466 SH   SOLE   29,092 0 88,374
STANDARD MTR PRODS INC COM 853666105 11,434 252,177 SH   SOLE   251,866 0 311
STARBUCKS CORP COM 855244109 298 3,560 SH   SOLE   0 0 3,560
SUNPOWER CORP DBCV 4.000% 1/1 867652al3 1,147 1,300,000 PRN   SOLE   1,000,000 0 300,000
SYNAPTICS INC COM 87157D109 568 19,500 SH   SOLE   19,500 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157dad1 1,826 2,040,000 PRN   SOLE   2,040,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 336 42,500 SH   SOLE   42,500 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157baa1 1,609 1,619,000 PRN   SOLE   834,000 0 785,000
SYNEOS HEALTH INC CL A 87166B102 26,304 514,854 SH   SOLE   514,191 0 663
TEAM INC NOTE 5.000% 8/0 878155ae0 1,415 1,380,000 PRN   SOLE   1,380,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918aab1 4,258 2,500,000 PRN   SOLE   2,500,000 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 5,932 4,000,000 PRN   SOLE   4,000,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 37,189 135,792 SH   SOLE   135,607 0 185
TERADYNE INC NOTE 1.250%12/1 880770ag7 4,416 2,720,000 PRN   SOLE   2,720,000 0 0
TEXAS INSTRS INC COM 882508104 3,354 29,225 SH   SOLE   0 0 29,225
TEXAS ROADHOUSE INC COM 882681109 14,841 276,519 SH   SOLE   276,171 0 348
THERMO FISHER SCIENTIFIC INC COM 883556102 1,204 4,100 SH   SOLE   0 0 4,100
TIVO CORP COM 88870P106 184 25,000 SH   SOLE   25,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265kab8 5,501 5,474,000 PRN   SOLE   4,002,000 0 1,472,000
TRANSDIGM GROUP INC COM 893641100 484 1,000 SH   SOLE   0 0 1,000
TRANSOCEAN INC DEB 0.500% 1/3 893830bj7 2,613 2,649,000 PRN   SOLE   2,649,000 0 0
TRUPANION INC COM 898202106 8,162 225,893 SH   SOLE   225,606 0 287
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305rad1 4,717 4,000,000 PRN   SOLE   4,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109ad0 9,489 10,002,000 PRN   SOLE   8,575,000 0 1,427,000
TWILIO INC NOTE 0.250% 6/0 90138fab8 4,172 2,076,000 PRN   SOLE   2,076,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184lab8 10,628 10,695,000 PRN   SOLE   7,139,000 0 3,556,000
TWITTER INC NOTE 1.000% 9/1 90184lad4 2,326 2,430,000 PRN   SOLE   1,932,000 0 498,000
TWITTER INC NOTE 0.250% 6/1 90184laf9 4,546 4,647,000 PRN   SOLE   4,647,000 0 0
UMH PPTYS INC COM 903002103 211 17,000 SH   SOLE   0 0 17,000
UNION PACIFIC CORP COM 907818108 8,663 51,225 SH   SOLE   0 0 51,225
VECTOR GROUP LTD FRNT 4/1 92240mbc1 3,793 3,680,000 PRN   SOLE   2,562,000 0 1,118,000
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417ad2 1,154 1,300,000 PRN   SOLE   1,300,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343xaa8 10,843 10,112,000 PRN   SOLE   8,475,000 0 1,637,000
VERIZON COMMUNICATIONS INC COM 92343V104 6,932 121,330 SH   SOLE   0 0 121,330
VISA INC COM CL A 92826C839 17,636 101,617 SH   SOLE   9,285 0 92,332
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 1,847 20,000 SH   SOLE   20,000 0 0
VMWARE INC CL A COM 928563402 242 1,450 SH   SOLE   1,450 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857fab3 2,400 2,000,000 PRN   SOLE   2,000,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 22,794 244,624 SH   SOLE   244,322 0 302
WAYFAIR INC NOTE 0.375% 9/0 94419lab7 6,038 4,000,000 PRN   SOLE   4,000,000 0 0
WELLS FARGO CO NEW COM 949746101 367 7,750 SH   SOLE   7,750 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 22,373 16,346 SH   SOLE   9,339 0 7,007
WELLTOWER INC COM 95040Q104 3,996 49,008 SH   SOLE   10 0 48,998
WESTAMERICA BANCORPORATION COM 957090103 25,355 411,547 SH   SOLE   411,027 0 520
WESTERN ALLIANCE BANCORP COM 957638109 27,079 605,516 SH   SOLE   604,742 0 774
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790daa3 2,972 3,000,000 PRN   SOLE   3,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 333 7,000 SH   SOLE   7,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387al6 4,080 4,196,000 PRN   SOLE   3,306,000 0 890,000
WILEY JOHN & SONS INC CL A 968223206 23,649 515,675 SH   SOLE   515,019 0 656
WILLIAMS COS INC DEL COM 969457100 421 15,000 SH   SOLE   0 0 15,000
WOODWARD INC COM 980745103 23,127 204,370 SH   SOLE   204,119 0 251
WORKDAY INC NOTE 0.250%10/0 98138haf8 8,204 5,484,000 PRN   SOLE   5,484,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,693 23,450 SH   SOLE   3,200 0 20,250
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235tae7 5,091 4,670,000 PRN   SOLE   3,589,000 0 1,081,000
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236jab4 3,708 2,500,000 PRN   SOLE   2,500,000 0 0
WSFS FINL CORP COM 929328102 19,372 469,066 SH   SOLE   468,476 0 590
XILINX INC COM 983919101 6,111 51,825 SH   SOLE   3,350 0 48,475
ZEBRA TECHNOLOGIES CORP CL A 989207105 45,253 216,014 SH   SOLE   138,906 0 77,108
ZENDESK INC NOTE 0.250% 3/1 98936jab7 3,607 2,350,000 PRN   SOLE   2,350,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954mab7 4,397 3,882,000 PRN   SOLE   2,773,000 0 1,109,000
ZILLOW GROUP INC NOTE 1.500% 7/0 98954mac5 1,382 1,400,000 PRN   SOLE   1,400,000 0 0
ZOETIS INC CL A 98978V103 10,134 89,290 SH   SOLE   10,700 0 78,590